Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50746.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45195.54 Kr¶

PnL: ---------------------------------------> -382.05 Kr¶

DD now: ---------------------------------> -4.47 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:56:33.469653'

Anic Portfolio¶

Today¶

Return: -0.011 %¶

This Week¶

Return: -0.011 %¶

Total portfolio value¶

Return including deposits: 66.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Hexagon B 26 -0.900000 3421.600000 10.400000 0.300000 3411.200000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Sagax B 4 -1.420000 889.600000 6.400000 0.720000 883.200000
JM 7 -0.800000 954.100000 6.300000 0.660000 947.800000
Hexatronic Group 15 1.970000 1071.600000 3.900000 0.370000 1067.700000
Latour B 4 -2.630000 857.600000 3.600000 0.420000 854.000000
OX2 12 -2.690000 910.200000 3.600000 0.400000 906.600000
Addnode Group B 7 -2.120000 906.500000 3.500000 0.390000 903.000000
ASSA ABLOY B 4 -1.190000 993.600000 2.800000 0.280000 990.800000
Vitec Software Group B 2 -2.040000 1103.000000 2.000000 0.180000 1101.000000
EQT 4 -1.540000 872.000000 1.200000 0.140000 870.800000
Gränges 10 4.220000 1037.000000 1.000000 0.100000 1036.000000
Catena 2 0.250000 804.000000 0.400000 0.050000 803.600000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
HEXPOL B 8 -1.000000 955.200000 0.000000 0.000000 955.200000
Hoist Finance 36 0.900000 1008.000000 0.000000 0.000000 1008.000000
Hennes & Mauritz B 6 -1.120000 909.960000 0.000000 0.000000 909.960000
Byggmax Group 33 -1.550000 964.920000 0.000000 0.000000 964.920000
Alimak Group 12 -0.120000 1004.400000 0.000000 0.000000 1004.400000
Biotage 1 -6.840000 147.000000 -0.500000 -0.340000 147.500000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
SKF B 5 -1.560000 976.000000 -2.000000 -0.200000 978.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Orrön Energy 170 -3.350000 2036.600000 -4.250000 -0.210000 2040.850000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BHG Group 109 -5.740000 1413.730000 -5.450000 -0.380000 1419.180000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
Investor B 3 -1.190000 646.950000 -11.050000 -1.680000 657.999999
VEF 788 -1.240000 1880.170000 -17.330000 -0.910000 1897.504000
Balco Group 39 -2.220000 1803.750000 -71.250000 -3.800000 1874.999997
Sedana Medical 93 -2.890000 2624.460000 -359.120000 -12.040000 2983.577733
TOTAL 45181.840000 -395.750000 -4.49769% 45577.591729

Updated:¶

'2023-06-19 10:54:56.873014'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶